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30/03 Swapna
Associate Manager Sourcing at Live Connections

Views:4777 Applications:158 Rec. Actions:Recruiter Actions:28

Senior Analyst - Model Development & Model Validations - Big4 (4-12 yrs)

Hyderabad Job Code: 681148

- Provide valuation services for fixed income instruments and derivatives on interest rates, foreign exchange, equity and credit for both internal and external clients

- Work on consulting projects related to financial instrument modeling, model review, securities pricing, and risk management including support for regulatory compliance

- Developing or validating pricing models for banks as required by regulatory guidance

- Ability to multi-task and communicate effectively with clients and staff in consultative settings. Maintain effective communications with client and team to ensure client satisfaction.

- Develop, or validate financial risk models using statistical software and write associated reports

- Apply conceptual and quantitative depth in modeling methodologies and concepts for risk models for banks as required by regulatory guidance

- Apply strong analytical and computer skills including experience with statistical and quantitative analysis technical tools such as: SAS, STATA, R, SPSS, MatLab, Crystal Ball, @Risk, is a plus.

- Understand credit and market risk management concepts and quantitative modeling methods for calculation of PD, LGD, EAD, VaR etc.

- Explain difficult statistical modeling concepts to diverse, non-quantitative client contacts and to experts at various clients

This job opening was posted long time back. It may not be active. Nor was it removed by the recruiter. Please use your discretion.

Women-friendly workplace:

Maternity and Paternity Benefits

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